Optimal bandwidth selection for the fuzzy regression discontinuity estimator

Yoichi Arai, Hidehiko Ichimura

Research output: Contribution to journalArticle

5 Citations (Scopus)

Abstract

A new bandwidth selection method for the fuzzy regression discontinuity estimator is proposed. The method chooses two bandwidths simultaneously, one for each side of the cut-off point by using a criterion based on the estimated asymptotic mean square error taking into account a second-order bias term. A simulation study demonstrates the usefulness of the proposed method.

Original languageEnglish
Pages (from-to)103-106
Number of pages4
JournalEconomics Letters
Volume141
DOIs
Publication statusPublished - 2016 Apr 1
Externally publishedYes

Fingerprint

Bandwidth
Estimator
Regression discontinuity
Fuzzy regression
Simulation study
Usefulness

Keywords

  • Bandwidth selection
  • Fuzzy regression discontinuity design
  • Local linear regression

ASJC Scopus subject areas

  • Economics and Econometrics
  • Finance

Cite this

Optimal bandwidth selection for the fuzzy regression discontinuity estimator. / Arai, Yoichi; Ichimura, Hidehiko.

In: Economics Letters, Vol. 141, 01.04.2016, p. 103-106.

Research output: Contribution to journalArticle

@article{10364dddb2ea434996320c69f3a59cee,
title = "Optimal bandwidth selection for the fuzzy regression discontinuity estimator",
abstract = "A new bandwidth selection method for the fuzzy regression discontinuity estimator is proposed. The method chooses two bandwidths simultaneously, one for each side of the cut-off point by using a criterion based on the estimated asymptotic mean square error taking into account a second-order bias term. A simulation study demonstrates the usefulness of the proposed method.",
keywords = "Bandwidth selection, Fuzzy regression discontinuity design, Local linear regression",
author = "Yoichi Arai and Hidehiko Ichimura",
year = "2016",
month = "4",
day = "1",
doi = "10.1016/j.econlet.2016.01.024",
language = "English",
volume = "141",
pages = "103--106",
journal = "Economics Letters",
issn = "0165-1765",
publisher = "Elsevier",

}

TY - JOUR

T1 - Optimal bandwidth selection for the fuzzy regression discontinuity estimator

AU - Arai, Yoichi

AU - Ichimura, Hidehiko

PY - 2016/4/1

Y1 - 2016/4/1

N2 - A new bandwidth selection method for the fuzzy regression discontinuity estimator is proposed. The method chooses two bandwidths simultaneously, one for each side of the cut-off point by using a criterion based on the estimated asymptotic mean square error taking into account a second-order bias term. A simulation study demonstrates the usefulness of the proposed method.

AB - A new bandwidth selection method for the fuzzy regression discontinuity estimator is proposed. The method chooses two bandwidths simultaneously, one for each side of the cut-off point by using a criterion based on the estimated asymptotic mean square error taking into account a second-order bias term. A simulation study demonstrates the usefulness of the proposed method.

KW - Bandwidth selection

KW - Fuzzy regression discontinuity design

KW - Local linear regression

UR - http://www.scopus.com/inward/record.url?scp=84959337264&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=84959337264&partnerID=8YFLogxK

U2 - 10.1016/j.econlet.2016.01.024

DO - 10.1016/j.econlet.2016.01.024

M3 - Article

VL - 141

SP - 103

EP - 106

JO - Economics Letters

JF - Economics Letters

SN - 0165-1765

ER -